Cannot set up windows live mail account email already set up

I had a windows live account in the past.  I closed my account.  I want to set up a new account, but it will not let me set it up with my email address the following pops up:  *******@cox.net already set up as a Microsoft account. Try signing in with this email, or choose a different account name.  I try to sign in and to recover my password, by email and code and I do not get a response.  Does anyone have any suggestions?